+272.5%
PM vs VEU
+149.9%
+122.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.2% | +1.2% |
| 7D | +0.5% | +2.1% | -1.5% | -0.7% |
| 30D | -3.2% | -0.9% | -2.3% | -2.8% |
| 3M | +6.2% | -5.4% | +11.6% | +9.3% |
| 6M | +7.7% | -1.8% | +9.5% | +7.6% |
| YTD | +27.3% | +10.9% | +16.3% | +17.3% |
| 1Y | +32.8% | +13.6% | +19.2% | +20.5% |
| 3Y | +150.0% | +69.3% | +80.8% | +71.1% |
| 5Y | +164.2% | +48.1% | +116.1% | +97.4% |
| All | +272.5% | +149.9% | +122.6% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VEU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling